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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    <a name="line.17"></a>
<FONT color="green">018</FONT>    package org.apache.commons.math3.optimization.direct;<a name="line.18"></a>
<FONT color="green">019</FONT>    <a name="line.19"></a>
<FONT color="green">020</FONT>    import java.util.Comparator;<a name="line.20"></a>
<FONT color="green">021</FONT>    <a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math3.optimization.PointValuePair;<a name="line.23"></a>
<FONT color="green">024</FONT>    <a name="line.24"></a>
<FONT color="green">025</FONT>    /**<a name="line.25"></a>
<FONT color="green">026</FONT>     * This class implements the multi-directional direct search method.<a name="line.26"></a>
<FONT color="green">027</FONT>     *<a name="line.27"></a>
<FONT color="green">028</FONT>     * @version $Id: MultiDirectionalSimplex.java 1422230 2012-12-15 12:11:13Z erans $<a name="line.28"></a>
<FONT color="green">029</FONT>     * @deprecated As of 3.1 (to be removed in 4.0).<a name="line.29"></a>
<FONT color="green">030</FONT>     * @since 3.0<a name="line.30"></a>
<FONT color="green">031</FONT>     */<a name="line.31"></a>
<FONT color="green">032</FONT>    @Deprecated<a name="line.32"></a>
<FONT color="green">033</FONT>    public class MultiDirectionalSimplex extends AbstractSimplex {<a name="line.33"></a>
<FONT color="green">034</FONT>        /** Default value for {@link #khi}: {@value}. */<a name="line.34"></a>
<FONT color="green">035</FONT>        private static final double DEFAULT_KHI = 2;<a name="line.35"></a>
<FONT color="green">036</FONT>        /** Default value for {@link #gamma}: {@value}. */<a name="line.36"></a>
<FONT color="green">037</FONT>        private static final double DEFAULT_GAMMA = 0.5;<a name="line.37"></a>
<FONT color="green">038</FONT>        /** Expansion coefficient. */<a name="line.38"></a>
<FONT color="green">039</FONT>        private final double khi;<a name="line.39"></a>
<FONT color="green">040</FONT>        /** Contraction coefficient. */<a name="line.40"></a>
<FONT color="green">041</FONT>        private final double gamma;<a name="line.41"></a>
<FONT color="green">042</FONT>    <a name="line.42"></a>
<FONT color="green">043</FONT>        /**<a name="line.43"></a>
<FONT color="green">044</FONT>         * Build a multi-directional simplex with default coefficients.<a name="line.44"></a>
<FONT color="green">045</FONT>         * The default values are 2.0 for khi and 0.5 for gamma.<a name="line.45"></a>
<FONT color="green">046</FONT>         *<a name="line.46"></a>
<FONT color="green">047</FONT>         * @param n Dimension of the simplex.<a name="line.47"></a>
<FONT color="green">048</FONT>         */<a name="line.48"></a>
<FONT color="green">049</FONT>        public MultiDirectionalSimplex(final int n) {<a name="line.49"></a>
<FONT color="green">050</FONT>            this(n, 1d);<a name="line.50"></a>
<FONT color="green">051</FONT>        }<a name="line.51"></a>
<FONT color="green">052</FONT>    <a name="line.52"></a>
<FONT color="green">053</FONT>        /**<a name="line.53"></a>
<FONT color="green">054</FONT>         * Build a multi-directional simplex with default coefficients.<a name="line.54"></a>
<FONT color="green">055</FONT>         * The default values are 2.0 for khi and 0.5 for gamma.<a name="line.55"></a>
<FONT color="green">056</FONT>         *<a name="line.56"></a>
<FONT color="green">057</FONT>         * @param n Dimension of the simplex.<a name="line.57"></a>
<FONT color="green">058</FONT>         * @param sideLength Length of the sides of the default (hypercube)<a name="line.58"></a>
<FONT color="green">059</FONT>         * simplex. See {@link AbstractSimplex#AbstractSimplex(int,double)}.<a name="line.59"></a>
<FONT color="green">060</FONT>         */<a name="line.60"></a>
<FONT color="green">061</FONT>        public MultiDirectionalSimplex(final int n, double sideLength) {<a name="line.61"></a>
<FONT color="green">062</FONT>            this(n, sideLength, DEFAULT_KHI, DEFAULT_GAMMA);<a name="line.62"></a>
<FONT color="green">063</FONT>        }<a name="line.63"></a>
<FONT color="green">064</FONT>    <a name="line.64"></a>
<FONT color="green">065</FONT>        /**<a name="line.65"></a>
<FONT color="green">066</FONT>         * Build a multi-directional simplex with specified coefficients.<a name="line.66"></a>
<FONT color="green">067</FONT>         *<a name="line.67"></a>
<FONT color="green">068</FONT>         * @param n Dimension of the simplex. See<a name="line.68"></a>
<FONT color="green">069</FONT>         * {@link AbstractSimplex#AbstractSimplex(int,double)}.<a name="line.69"></a>
<FONT color="green">070</FONT>         * @param khi Expansion coefficient.<a name="line.70"></a>
<FONT color="green">071</FONT>         * @param gamma Contraction coefficient.<a name="line.71"></a>
<FONT color="green">072</FONT>         */<a name="line.72"></a>
<FONT color="green">073</FONT>        public MultiDirectionalSimplex(final int n,<a name="line.73"></a>
<FONT color="green">074</FONT>                                       final double khi, final double gamma) {<a name="line.74"></a>
<FONT color="green">075</FONT>            this(n, 1d, khi, gamma);<a name="line.75"></a>
<FONT color="green">076</FONT>        }<a name="line.76"></a>
<FONT color="green">077</FONT>    <a name="line.77"></a>
<FONT color="green">078</FONT>        /**<a name="line.78"></a>
<FONT color="green">079</FONT>         * Build a multi-directional simplex with specified coefficients.<a name="line.79"></a>
<FONT color="green">080</FONT>         *<a name="line.80"></a>
<FONT color="green">081</FONT>         * @param n Dimension of the simplex. See<a name="line.81"></a>
<FONT color="green">082</FONT>         * {@link AbstractSimplex#AbstractSimplex(int,double)}.<a name="line.82"></a>
<FONT color="green">083</FONT>         * @param sideLength Length of the sides of the default (hypercube)<a name="line.83"></a>
<FONT color="green">084</FONT>         * simplex. See {@link AbstractSimplex#AbstractSimplex(int,double)}.<a name="line.84"></a>
<FONT color="green">085</FONT>         * @param khi Expansion coefficient.<a name="line.85"></a>
<FONT color="green">086</FONT>         * @param gamma Contraction coefficient.<a name="line.86"></a>
<FONT color="green">087</FONT>         */<a name="line.87"></a>
<FONT color="green">088</FONT>        public MultiDirectionalSimplex(final int n, double sideLength,<a name="line.88"></a>
<FONT color="green">089</FONT>                                       final double khi, final double gamma) {<a name="line.89"></a>
<FONT color="green">090</FONT>            super(n, sideLength);<a name="line.90"></a>
<FONT color="green">091</FONT>    <a name="line.91"></a>
<FONT color="green">092</FONT>            this.khi   = khi;<a name="line.92"></a>
<FONT color="green">093</FONT>            this.gamma = gamma;<a name="line.93"></a>
<FONT color="green">094</FONT>        }<a name="line.94"></a>
<FONT color="green">095</FONT>    <a name="line.95"></a>
<FONT color="green">096</FONT>        /**<a name="line.96"></a>
<FONT color="green">097</FONT>         * Build a multi-directional simplex with default coefficients.<a name="line.97"></a>
<FONT color="green">098</FONT>         * The default values are 2.0 for khi and 0.5 for gamma.<a name="line.98"></a>
<FONT color="green">099</FONT>         *<a name="line.99"></a>
<FONT color="green">100</FONT>         * @param steps Steps along the canonical axes representing box edges.<a name="line.100"></a>
<FONT color="green">101</FONT>         * They may be negative but not zero. See<a name="line.101"></a>
<FONT color="green">102</FONT>         */<a name="line.102"></a>
<FONT color="green">103</FONT>        public MultiDirectionalSimplex(final double[] steps) {<a name="line.103"></a>
<FONT color="green">104</FONT>            this(steps, DEFAULT_KHI, DEFAULT_GAMMA);<a name="line.104"></a>
<FONT color="green">105</FONT>        }<a name="line.105"></a>
<FONT color="green">106</FONT>    <a name="line.106"></a>
<FONT color="green">107</FONT>        /**<a name="line.107"></a>
<FONT color="green">108</FONT>         * Build a multi-directional simplex with specified coefficients.<a name="line.108"></a>
<FONT color="green">109</FONT>         *<a name="line.109"></a>
<FONT color="green">110</FONT>         * @param steps Steps along the canonical axes representing box edges.<a name="line.110"></a>
<FONT color="green">111</FONT>         * They may be negative but not zero. See<a name="line.111"></a>
<FONT color="green">112</FONT>         * {@link AbstractSimplex#AbstractSimplex(double[])}.<a name="line.112"></a>
<FONT color="green">113</FONT>         * @param khi Expansion coefficient.<a name="line.113"></a>
<FONT color="green">114</FONT>         * @param gamma Contraction coefficient.<a name="line.114"></a>
<FONT color="green">115</FONT>         */<a name="line.115"></a>
<FONT color="green">116</FONT>        public MultiDirectionalSimplex(final double[] steps,<a name="line.116"></a>
<FONT color="green">117</FONT>                                       final double khi, final double gamma) {<a name="line.117"></a>
<FONT color="green">118</FONT>            super(steps);<a name="line.118"></a>
<FONT color="green">119</FONT>    <a name="line.119"></a>
<FONT color="green">120</FONT>            this.khi   = khi;<a name="line.120"></a>
<FONT color="green">121</FONT>            this.gamma = gamma;<a name="line.121"></a>
<FONT color="green">122</FONT>        }<a name="line.122"></a>
<FONT color="green">123</FONT>    <a name="line.123"></a>
<FONT color="green">124</FONT>        /**<a name="line.124"></a>
<FONT color="green">125</FONT>         * Build a multi-directional simplex with default coefficients.<a name="line.125"></a>
<FONT color="green">126</FONT>         * The default values are 2.0 for khi and 0.5 for gamma.<a name="line.126"></a>
<FONT color="green">127</FONT>         *<a name="line.127"></a>
<FONT color="green">128</FONT>         * @param referenceSimplex Reference simplex. See<a name="line.128"></a>
<FONT color="green">129</FONT>         * {@link AbstractSimplex#AbstractSimplex(double[][])}.<a name="line.129"></a>
<FONT color="green">130</FONT>         */<a name="line.130"></a>
<FONT color="green">131</FONT>        public MultiDirectionalSimplex(final double[][] referenceSimplex) {<a name="line.131"></a>
<FONT color="green">132</FONT>            this(referenceSimplex, DEFAULT_KHI, DEFAULT_GAMMA);<a name="line.132"></a>
<FONT color="green">133</FONT>        }<a name="line.133"></a>
<FONT color="green">134</FONT>    <a name="line.134"></a>
<FONT color="green">135</FONT>        /**<a name="line.135"></a>
<FONT color="green">136</FONT>         * Build a multi-directional simplex with specified coefficients.<a name="line.136"></a>
<FONT color="green">137</FONT>         *<a name="line.137"></a>
<FONT color="green">138</FONT>         * @param referenceSimplex Reference simplex. See<a name="line.138"></a>
<FONT color="green">139</FONT>         * {@link AbstractSimplex#AbstractSimplex(double[][])}.<a name="line.139"></a>
<FONT color="green">140</FONT>         * @param khi Expansion coefficient.<a name="line.140"></a>
<FONT color="green">141</FONT>         * @param gamma Contraction coefficient.<a name="line.141"></a>
<FONT color="green">142</FONT>         * @throws org.apache.commons.math3.exception.NotStrictlyPositiveException<a name="line.142"></a>
<FONT color="green">143</FONT>         * if the reference simplex does not contain at least one point.<a name="line.143"></a>
<FONT color="green">144</FONT>         * @throws org.apache.commons.math3.exception.DimensionMismatchException<a name="line.144"></a>
<FONT color="green">145</FONT>         * if there is a dimension mismatch in the reference simplex.<a name="line.145"></a>
<FONT color="green">146</FONT>         */<a name="line.146"></a>
<FONT color="green">147</FONT>        public MultiDirectionalSimplex(final double[][] referenceSimplex,<a name="line.147"></a>
<FONT color="green">148</FONT>                                       final double khi, final double gamma) {<a name="line.148"></a>
<FONT color="green">149</FONT>            super(referenceSimplex);<a name="line.149"></a>
<FONT color="green">150</FONT>    <a name="line.150"></a>
<FONT color="green">151</FONT>            this.khi   = khi;<a name="line.151"></a>
<FONT color="green">152</FONT>            this.gamma = gamma;<a name="line.152"></a>
<FONT color="green">153</FONT>        }<a name="line.153"></a>
<FONT color="green">154</FONT>    <a name="line.154"></a>
<FONT color="green">155</FONT>        /** {@inheritDoc} */<a name="line.155"></a>
<FONT color="green">156</FONT>        @Override<a name="line.156"></a>
<FONT color="green">157</FONT>        public void iterate(final MultivariateFunction evaluationFunction,<a name="line.157"></a>
<FONT color="green">158</FONT>                            final Comparator&lt;PointValuePair&gt; comparator) {<a name="line.158"></a>
<FONT color="green">159</FONT>            // Save the original simplex.<a name="line.159"></a>
<FONT color="green">160</FONT>            final PointValuePair[] original = getPoints();<a name="line.160"></a>
<FONT color="green">161</FONT>            final PointValuePair best = original[0];<a name="line.161"></a>
<FONT color="green">162</FONT>    <a name="line.162"></a>
<FONT color="green">163</FONT>            // Perform a reflection step.<a name="line.163"></a>
<FONT color="green">164</FONT>            final PointValuePair reflected = evaluateNewSimplex(evaluationFunction,<a name="line.164"></a>
<FONT color="green">165</FONT>                                                                    original, 1, comparator);<a name="line.165"></a>
<FONT color="green">166</FONT>            if (comparator.compare(reflected, best) &lt; 0) {<a name="line.166"></a>
<FONT color="green">167</FONT>                // Compute the expanded simplex.<a name="line.167"></a>
<FONT color="green">168</FONT>                final PointValuePair[] reflectedSimplex = getPoints();<a name="line.168"></a>
<FONT color="green">169</FONT>                final PointValuePair expanded = evaluateNewSimplex(evaluationFunction,<a name="line.169"></a>
<FONT color="green">170</FONT>                                                                       original, khi, comparator);<a name="line.170"></a>
<FONT color="green">171</FONT>                if (comparator.compare(reflected, expanded) &lt;= 0) {<a name="line.171"></a>
<FONT color="green">172</FONT>                    // Keep the reflected simplex.<a name="line.172"></a>
<FONT color="green">173</FONT>                    setPoints(reflectedSimplex);<a name="line.173"></a>
<FONT color="green">174</FONT>                }<a name="line.174"></a>
<FONT color="green">175</FONT>                // Keep the expanded simplex.<a name="line.175"></a>
<FONT color="green">176</FONT>                return;<a name="line.176"></a>
<FONT color="green">177</FONT>            }<a name="line.177"></a>
<FONT color="green">178</FONT>    <a name="line.178"></a>
<FONT color="green">179</FONT>            // Compute the contracted simplex.<a name="line.179"></a>
<FONT color="green">180</FONT>            evaluateNewSimplex(evaluationFunction, original, gamma, comparator);<a name="line.180"></a>
<FONT color="green">181</FONT>    <a name="line.181"></a>
<FONT color="green">182</FONT>        }<a name="line.182"></a>
<FONT color="green">183</FONT>    <a name="line.183"></a>
<FONT color="green">184</FONT>        /**<a name="line.184"></a>
<FONT color="green">185</FONT>         * Compute and evaluate a new simplex.<a name="line.185"></a>
<FONT color="green">186</FONT>         *<a name="line.186"></a>
<FONT color="green">187</FONT>         * @param evaluationFunction Evaluation function.<a name="line.187"></a>
<FONT color="green">188</FONT>         * @param original Original simplex (to be preserved).<a name="line.188"></a>
<FONT color="green">189</FONT>         * @param coeff Linear coefficient.<a name="line.189"></a>
<FONT color="green">190</FONT>         * @param comparator Comparator to use to sort simplex vertices from best<a name="line.190"></a>
<FONT color="green">191</FONT>         * to poorest.<a name="line.191"></a>
<FONT color="green">192</FONT>         * @return the best point in the transformed simplex.<a name="line.192"></a>
<FONT color="green">193</FONT>         * @throws org.apache.commons.math3.exception.TooManyEvaluationsException<a name="line.193"></a>
<FONT color="green">194</FONT>         * if the maximal number of evaluations is exceeded.<a name="line.194"></a>
<FONT color="green">195</FONT>         */<a name="line.195"></a>
<FONT color="green">196</FONT>        private PointValuePair evaluateNewSimplex(final MultivariateFunction evaluationFunction,<a name="line.196"></a>
<FONT color="green">197</FONT>                                                      final PointValuePair[] original,<a name="line.197"></a>
<FONT color="green">198</FONT>                                                      final double coeff,<a name="line.198"></a>
<FONT color="green">199</FONT>                                                      final Comparator&lt;PointValuePair&gt; comparator) {<a name="line.199"></a>
<FONT color="green">200</FONT>            final double[] xSmallest = original[0].getPointRef();<a name="line.200"></a>
<FONT color="green">201</FONT>            // Perform a linear transformation on all the simplex points,<a name="line.201"></a>
<FONT color="green">202</FONT>            // except the first one.<a name="line.202"></a>
<FONT color="green">203</FONT>            setPoint(0, original[0]);<a name="line.203"></a>
<FONT color="green">204</FONT>            final int dim = getDimension();<a name="line.204"></a>
<FONT color="green">205</FONT>            for (int i = 1; i &lt; getSize(); i++) {<a name="line.205"></a>
<FONT color="green">206</FONT>                final double[] xOriginal = original[i].getPointRef();<a name="line.206"></a>
<FONT color="green">207</FONT>                final double[] xTransformed = new double[dim];<a name="line.207"></a>
<FONT color="green">208</FONT>                for (int j = 0; j &lt; dim; j++) {<a name="line.208"></a>
<FONT color="green">209</FONT>                    xTransformed[j] = xSmallest[j] + coeff * (xSmallest[j] - xOriginal[j]);<a name="line.209"></a>
<FONT color="green">210</FONT>                }<a name="line.210"></a>
<FONT color="green">211</FONT>                setPoint(i, new PointValuePair(xTransformed, Double.NaN, false));<a name="line.211"></a>
<FONT color="green">212</FONT>            }<a name="line.212"></a>
<FONT color="green">213</FONT>    <a name="line.213"></a>
<FONT color="green">214</FONT>            // Evaluate the simplex.<a name="line.214"></a>
<FONT color="green">215</FONT>            evaluate(evaluationFunction, comparator);<a name="line.215"></a>
<FONT color="green">216</FONT>    <a name="line.216"></a>
<FONT color="green">217</FONT>            return getPoint(0);<a name="line.217"></a>
<FONT color="green">218</FONT>        }<a name="line.218"></a>
<FONT color="green">219</FONT>    }<a name="line.219"></a>




























































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